(Sorry for the delay in getting back.) When I import that pic into my LR 5.6 / OS X 10.9, the GPS coordinates display in the Metadata pane (see below). Both Photoshop CC 2014 and Exiftool also see the GPS metadata (as well as lots of other metadata), and Exiftool doesn't complain about any inconsistencies or other metadata issues.
So this suggests there's something going on with your configuration. Which version of LR and Windows/Mac?
Copy a problem NEF into a test folder by itself, without any accompanying .xmp or .jpg sidecars. Create a new catalog and import the NEF. Does the GPS location show up in the Metadata pane?